Weakly Stationary Random Fields, Invariant Subspaces and Applications

Vidyadhar S. Mandrekar, David A. Redett

November 6, 2017 by Chapman and Hall/CRC
Reference - 182 Pages
ISBN 9781138562240 - CAT# K43510

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This is the first book to examine the interplay between weakly stationary random fields and invariant subspaces

Reviews the current literature and presents

Presents applications to harmonic analysis

Develops the theory for random fields using special representations, such as Wold decompositions, etc


The first book to examine weakly stationary random fields and their connections with invariant subspaces (an area associated with functional analysis). It reviews current literature, presents central issues and most important results within the area. For advanced Ph.D. students, researchers, especially those conducting research on Gaussian theory.